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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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55110164219 · May 202619922001200920172026
48 results for relative rank

We decompose returns for portfolios of bottom-ranked, lower-priced assets relative to the market into rank crossovers and changes in the relative price of those bottom-ranked assets. This decomposition is general and consistent with virtually any asset pricing model. Crossovers measure changes in rank and are smoothly …

2018-12-13abs ↗pdf ↗

Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.

problem Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
method Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
result Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.

This note removes technical assumptions and characterizes relatively dominated representations.

problem Geometrically finiteness and Anosov conditions in higher-rank settings.
method Characterization using eigenvalue gaps and limit maps.
result Relatively dominated representations are characterized using eigenvalue gaps and limit maps.

The paper analyzes the observability of relative pose estimation using dual quaternions.

problem Estimating relative pose in robotics applications.
method Lie algebraic nonlinear observability analysis on a dual quaternion system.
result Dual quaternion representation yields an observability matrix with a simple block triangular structure and full rank.

We study the top-KK ranking problem where the goal is to recover the set of top-KK ranked items out of a large collection of items based on partially revealed preferences. We consider an adversarial crowdsourced setting where there are two population sets, and pairwise comparison samples drawn from one of the populat…

2016-02-15abs ↗pdf ↗

Defines new representations for hyperbolic groups, unifying existing definitions.

problem Geometrically finite behavior in higher rank groups.
method Introduces a new family of discrete representations for relatively hyperbolic groups.
result Stability of these representations under certain deformations.

New model predicts stock performance in large equity markets.

problem Predicting stock performance in large equity markets over long time horizons.
method Rank-based volatility stabilized models calibrated to empirical data.
result The model exhibits relative arbitrage and statistically fits empirical features.

Sparse sampling method for tensor factorization and completion of high rank tensors.

problem Completion of high rank tensors with missing data in recommendation systems.
method Sparse measurements and message-passing algorithms in a high-dimensional limit.
result Theoretical insights and performance analysis of tensor factorization in dense limit.

Baker and Riley proved that a free group of rank 3 can be contained in a hyperbolic group as a subgroup for which the Cannon-Thurston map is not well-defined. By using their result, we show that the phenomenon occurs for not only a free group of rank 3 but also every non-elementary hyperbolic group. In fact it is shown…

2012-06-26abs ↗pdf ↗

Suppose that X1,,XnX_1, \ldots , X_n are continuous semimartingales that are reversible and have nondegenerate crossings. Then the corresponding rank processes can be represented by generalized Stratonovich integrals, and this representation can be used to decompose the relative log-return of portfolios generated by functi…

2017-04-30abs ↗pdf ↗

We uncover a large and significant low-minus-high rank effect for commodities across two centuries. There is nothing anomalous about this anomaly, nor is it clear how it can be arbitraged away. Using nonparametric econometric methods, we demonstrate that such a rank effect is a necessary consequence of a stationary rel…

2016-07-26abs ↗pdf ↗

RI-based variable ranking and selection outperforms lasso in high-dimensional datasets.

problem Challenges in variable selection and model creation with correlated predictors.
method RI measures for feature ranking and selection, including CRI.Z.
result RI-based methods outperform lasso in high-dimensional datasets, especially with correlated predictors.

In this mostly survey paper, we investigate the resonance varieties, the lower central series ranks, and the Chen ranks, as well as the residual and formality properties of several families of braid-like groups: the pure braid groups PnP_n, the welded pure braid groups wPnwP_n, the virtual pure braid groups vPnvP_n, as w…

2016-02-17abs ↗pdf ↗

RSIC identifies multiple ranks of interest in NMF by analyzing residual sensitivity.

problem Determining the optimal rank in NMF.
method RSIC analyzes sensitivity of relative residuals to different initializations.
result RSIC identifies meaningful ranks consistent with data structure.

The paper characterizes convex co-compact groups with one-dimensional boundary faces.

problem Characterizing convex co-compact groups with specific boundary properties.
method Proving relative hyperbolicity and using coarse Hilbert dimension.
result Convex co-compact groups with one-dimensional boundary faces are relatively hyperbolic.

The paper proves rigidity and ergodicity of horospherical foliations.

problem Rigidity and ergodicity of horospherical foliations in higher rank.
method Establishes higher rank extensions of rigidity theorems for representations of discrete subgroups of divergence type, using conformal measures and boundary maps.
result Proves conformal measure rigidity and ergodicity of horospherical foliations for hypertransverse subgroups.

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant λ=0.12λ= 0.12. We use the Corruption Perceptions Index (CPI) and the Global …

2012-09-13abs ↗pdf ↗

For any finitely generated, non-elementary, torsion-free group GG that is hyperbolic relative to P\mathbb P, we show that there exists a group GG^* containing GG such that GG^* is hyperbolic relative to P\mathbb P and GG is not relatively quasiconvex in GG^*. This generalizes a result of I. Kapovich for hyperbo…

2012-11-12abs ↗pdf ↗

We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation problems over subsets of a finite ground set [n][n], with subset-wise relative prefe…

2019-03-01abs ↗pdf ↗

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

TripleSurv improves survival analysis by ranking samples with time-adaptive adjustments.

problem Modeling censored time-to-event data with high accuracy and robustness.
method Introduces a time-adaptive coordinate loss function to rank samples and calibrate robustness.
result TripleSurv outperforms state-of-the-art methods on various survival datasets.

Hyperbolicity proven for a specific type of group extension.

problem Proving hyperbolicity of a specific group extension.
method Analyzing ascending HNN extension of groups with a free factor system and an injective endomorphism.
result Ascending HNN extension of a group is hyperbolic relative to a collection of maximal parabolic subgroups.

We consider the problem of robustly maximizing the growth rate of investor wealth in the presence of model uncertainty. Possible models are all those under which the assets' region EE and instantaneous covariation cc are known, and where additionally the assets are stable in that their occupancy time measures converg…

2018-01-19abs ↗pdf ↗

Study nondifferentiable metrics in general relativity, resolving causality issues and limits evolution scenarios.

problem Causality issues and evolution scenarios in black hole interiors with closed timelike geodesics.
method Method of equivalence on Courant algebroids to derive new differential invariants.
result Resolved causality issues and limited evolution scenarios for gravitational collapse.

A fair policy for hiring candidates from different groups is proposed in a linear contextual bandit problem.

problem Selecting candidates from different sensitive groups in a fair manner.
method A greedy policy that constructs a ridge regression estimate and computes relative rank using empirical cumulative distribution function.
result The greedy policy achieves fair pseudo-regret of order dT\sqrt{dT} after TT rounds, satisfying demographic parity.

This paper examines the problem of ranking a collection of objects using pairwise comparisons (rankings of two objects). In general, the ranking of nn objects can be identified by standard sorting methods using nlog2nn log_2 n pairwise comparisons. We are interested in natural situations in which relationships among the o…

2011-09-16abs ↗pdf ↗

The paper proposes using low rank assumption to improve causal structure learning in DAGs.

problem Challenges in learning causal structures in high-dimensional, non-sparse DAGs.
method Exploits low rank assumption of DAG adjacency matrix to adapt causal structure learning methods.
result Maximum rank is highly related to hubs, suggesting low rank for scale-free networks.

In recent years rank aggregation has received significant attention from the machine learning community. The goal of such a problem is to combine the (partially revealed) preferences over objects of a large population into a single, relatively consistent ordering of those objects. However, in many cases, we might not w…

2014-10-03abs ↗pdf ↗